For a matrix m with columns, GoodmanKruskalGamma[m] is a × matrix of the -coefficients between columns of m.

For an × matrix and an × matrix , GoodmanKruskalGamma[m1,m2] is a × matrix of the -coefficients between columns of and columns of .

GoodmanKruskalGamma[dist,i,j] gives where is equal to Probability[(x1-x2)(y1-y2)>0,{{x1,y1}disti,j,{x2,y2}disti,j}] and is equal to Probability[(x1-x2)(y1-y2)<0,{{x1,y1}disti,j,{x2,y2}disti,j}] where is the marginal of dist.